-39.0%
U vs ALB
+34.5%
-73.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | +1.0% |
| 7D | -3.8% | -8.1% | +4.3% | -0.2% |
| 30D | +17.5% | +6.3% | +11.2% | +14.0% |
| 3M | +38.7% | -23.6% | +62.3% | +55.0% |
| 6M | +104.4% | -24.6% | +129.0% | +124.6% |
| YTD | -5.7% | -10.3% | +4.6% | -6.4% |
| 1Y | +3.7% | +61.5% | -57.8% | -24.7% |
| 3Y | +12.3% | -34.0% | +46.3% | +17.3% |
| 5Y | -68.8% | -44.6% | -24.2% | -64.9% |
| All | -39.0% | +34.5% | -73.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling